-34.1%
PCOR vs BAH
-0.7%
-33.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.8% |
| 7D | -9.0% | -3.2% | -5.7% | -8.0% |
| 30D | +4.2% | +2.0% | +2.2% | +3.6% |
| 3M | +14.4% | -7.6% | +22.0% | +16.7% |
| 6M | +0.2% | -5.7% | +5.8% | +1.7% |
| YTD | -20.3% | -11.7% | -8.5% | -17.6% |
| 1Y | -16.1% | -27.4% | +11.2% | -10.2% |
| 3Y | -14.7% | -32.5% | +17.8% | -12.1% |
| 5Y | -43.2% | -3.3% | -39.8% | -49.9% |
| All | -34.1% | -0.7% | -33.4% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling